I will add more here later to explain better why I picked what I did and what I did and didn't like about the other entries later, but I wanted to get a vote up now and at least a little about the others before I forget.

It's "Violence" for me too, that's my favorite of them.  Several of the stories were quite good.  As stand alone entries I thought each of them told a good self contained story without leaving anything vital left unmentioned.  I'd like to see continuations of Violence, The Light That Leaves No Darkness, and The Ghost in the House as I felt that while each told a self contained story each also left a hook for another story either with the same characters or at least in the same setting.  Like parallel or perpendicular.

Violence gave me a little bit of a True Detective feel which is basically crack to me.  The mix of the supernatural with the mundane.  Just hit the spot.  I also liked the sort of unfortunate stupidity of the cult leader dude and the Wiccan.  Seemed very believable that people like that, particularly young and high people like that, would think they can probably pull something like that off if they try really hard.

The Light That Leaves No Darkness had a Warhammer/Dark Souls/Dark Fantasy In General vibe to me which is also like crack to me but a slightly lesser form of crack.  Like it had been diluted with baking soda or something.  Not quite that good good but still good.

The Ghost in The House I liked as well.  The characters were all distinct enough that even though it was fairly short it wasn't too hard to keep in mind who was who despite them all being male characters.  I like the idea of a guy who talks to ghosts and a vampire hunter/beastie killer and a guy named Mike adventuring around together doing weird spooky shit.  I liked the dialogue with the ghost lady too.  Killer shit.